+558.3%
AMZN vs HWM
+1,494.1%
-935.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -3.0% | -2.1% | -0.9% | -2.6% |
| 30D | -5.2% | -11.0% | +5.8% | -2.8% |
| 3M | +1.9% | +4.0% | -2.2% | +0.6% |
| 6M | +19.2% | -0.2% | +19.5% | +18.5% |
| YTD | +12.0% | +26.7% | -14.7% | +5.1% |
| 1Y | +9.7% | +44.7% | -35.0% | -0.2% |
| 3Y | +87.2% | +426.1% | -338.9% | +28.2% |
| 5Y | +48.7% | +738.5% | -689.9% | -6.4% |
| All | +558.3% | +1,494.1% | -935.8% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HWM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling